Farm Products Industry Report

April 2021



Exploratory Data Analysis

Distribution of the Response

Correlation between Covariates and Response

Avg Pct Change Sd Pct Change Avg Vol Pe Ratio Price to Sales Ratio Price to Book Ratio Price to Fcf Ratio Debt to Equity Ratio Pays Dividend Dividend Yield Response
min -1% 0.2% 1920 0.0 0.000 0.000 0.00 0.00 0.000 0% -1.0600
first_quart -0.1% 1.3% 16700 0.0 0.235 0.000 0.00 0.47 0.000 0% -0.0994
median 0% 1.8% 147000 11.2 0.520 0.890 4.15 1.02 1.000 0.2% 0.1840
mean 0% 2% 1160000 60.2 1.320 0.975 19.70 1.09 0.515 0.8% 0.2200
third_quart 0.2% 2.5% 1080000 17.2 1.760 1.530 12.40 1.46 1.000 1.5% 0.5250
max 1.2% 9.7% 9230000 2480.0 26.400 4.650 1920.00 9.90 1.000 5% 1.5100



Model Tuning

Random Forest Models

Gradient Boosted Models



Final Models

Random Forest Model

Model Info and Metrics

  • min_n: 1, mtry: 5
  • Mean Absolute Error: 0.1237
  • Root Mean Squared Error: 0.2091


Gradient Boosted Model

Model Info and Metrics

  • learn_rate: 0.1, mtry: 5, tree_depth: 7
  • Mean Absolute Error: 0.0115
  • Root Mean Squared Error: 0.0175




Future Predictions

Company Quarter Price RF Prediction GB Prediction
IBA 2020 Q3 $36.91 71.34% 107.39%
FDP 2020 Q4 $24.13 52.66% 22.8%
AGRO 2020 Q3 $4.71 46.94% 30.58%
AQB 2020 Q4 $5.56 44.18% 42.98%
LND 2020 Q4 $4.53 34.26% 55.11%
ADM 2020 Q4 $49.41 11.45% 21.17%
TSN 2020 Q4 $62.21 9.43% -5.37%
CRESY 2020 Q3 $3.39 9.3% 10.25%
CHSCP 2020 Q4 $29.39 6.82% 4.34%
AGFS 2020 Q3 $2.5 4.13% -2.55%
VFF 2020 Q4 $7.54 2.52% 3.54%
CALM 2021 Q1 $39.29 1.73% 0.29%
ALCO 2020 Q4 $30.77 0.57% 18.73%
BG 2020 Q4 $58.34 0.48% -4.99%
PME 2020 Q3 $1.09 -15.26% -17.24%
SANW 2020 Q4 $2.52 -17.53% 3.6%
LMNR 2021 Q1 $16.52 -34.7% -47.07%